A Double Recursion for Calculating Moments of the Truncated Normal Distribution and its Connection to Change Detection |
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| Authors: | Pollak Moshe Shauly-Aharonov Michal |
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| Institution: | 1.Department of Statistics, The Hebrew University of Jerusalem, 91905, Jerusalem, Israel
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| Abstract: | Methodology and Computing in Applied Probability - The integral ${\int }_{0}^{\infty }x^{m} e^{-\frac {1}{2}(x-a)^{2}}dx$ appears in likelihood ratios used to detect a change in the parameters of a... |
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